Deribit Market Data Connector

Deribit Data Connector based on WebSocket/REST.

Features

deribitConnector Key

Instrument Types

FXFUTUREOPTION

Asset Class

Crypto

Technology

WebSocketREST

Feed Mode

Real-Time

Order Book Update Mode

SnapshotIncremental Updates

Order Book Type

Aggregated

✓

Level 1

✓

Level 2

✗

Level 3

✓

Trades

✗

Funding Rates

Parameter	Default Value	Description
WebSocket URL	wss://www.deribit.com/ws/api/v2/	WebSocket root URL. The following URLs are supported: Standard Deribit WebSocket endpoint: wss://www.deribit.com/ws/api/v2/ Alternative Deribit Event Nodes WebSocket endpoint: wss://streams.deribit.com/ws/api/v2/ By default URL for standard Deribit WebSocket endpoint is chosen.
REST URL	https://www.deribit.com/api/v2/	REST root URL.
Enable Authentication	true	This option allows to enable authentication in Deribit. Default value for this option is true.
Client ID	N/A	Client ID for authentication in Deribit.
API Secret	N/A	API Secret for authentication in Deribit.
Exchange Name	DERIBIT	Exchange name for this session.
Quantity Multiplier Field	N/A	Field from the "securities" stream which is used for quantity transformation. Empty value means "no transformation".
Output Book Size	20	Size of the output book.
Snapshot Interval	10S	This property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in. Default value is 10 seconds.

Supported symbol notations:

Deribit instrument’s meta-info can be found here:

Request all available symbols for each currency:

To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:

<logger name="deltix.qsrv.hf.plugins.data.deribit" level="DEBUG">
  <appender-ref ref="safeAppender"/>
</logger>